-17.0%
PPG vs UTHR
+121.0%
-138.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.5% |
| 7D | -6.2% | +1.9% | -8.2% | -6.4% |
| 30D | -7.9% | -2.9% | -5.1% | -7.8% |
| 3M | -10.2% | -8.9% | -1.4% | -9.6% |
| 6M | +2.7% | -8.7% | +11.4% | +3.4% |
| YTD | +4.9% | +2.0% | +2.9% | +4.7% |
| 1Y | -3.2% | +22.8% | -26.0% | -4.9% |
| 3Y | -17.0% | +120.6% | -137.6% | -26.7% |
| All | -17.0% | +121.0% | -138.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling